so that Z is caused by Y is caused by X etc., but what happens when we get back to the first cause A—what caused that? 
Unfortunately, we can’t establish it through deduction.
There are several options: we can offer a circular argument, where A causes B which causes A which causes B etc., or we can offer an infinite regression of causes, going backwards in time for evermore A−, A− −, A− − −, etc.
One could I suppose follow Dawkins and offer a nonsensical explanation that abuses the language of science, such that “in the beginning nothing exploded.”
But none of these are adequate. There is another option, that physical causation begins with a perfect and intelligent unmoved mover, and we believe that such a wise and knowledgeable mover is God."
CMI
But from the beginning of creation, God made..... Mark 10:6